# name
Local risk minimization strategies for option pricing

# metadata.dc.description[].value
Treballs Finals del Doble Grau d'Administració i Direcció d'Empreses i de Matemàtiques, Facultat d'Economia i Empresa i Facultat de Matemàtiques i Informàtica, Universitat de Barcelona, Curs: 2020-2021, Tutors: 	
Josep Vives i Santa Eulàlia i Oriol Roch

# metadata.dc.description.abstract[].value
[en] The main goal of this work is to introduce the local risk-minimizing strategy that can be applied in incomplete financial markets to hedge options, together with some applications. An option is a financial asset mainly used as an insurance product to protect the investor from the different market risks. The major risk for
an option seller is not to be able to cover his future payments obligations with the option price received. This is what option hedging tries to solve, finding the ideal strategy and option price to cover the risk.

# metadata.dc.rights[].value
cc-by-nc-nd (c) Sara Valbuena Cervelló, 2021

# metadata.dc.source[].value
Treballs Finals de Grau (TFG) - Administració i Direcció d’Empreses i Matemàtiques (Doble Grau)

# metadata.dc.title[].value
Local risk minimization strategies for option pricing